𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Inf-convolution of risk measures and optimal risk transfer

✍ Scribed by Pauline Barrieu; Nicole El Karoui


Book ID
106235646
Publisher
Springer-Verlag
Year
2005
Tongue
English
Weight
259 KB
Volume
9
Category
Article
ISSN
0949-2984

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


OPTIMAL NUMERAIRES FOR RISK MEASURES
✍ Damir FilipoviΔ‡ πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 55 KB
Risk perceptions and rationality in meas
✍ Morteza Aalabaf-Sabaghi πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 338 KB

a b s t r a c t Individuals may have biased perceptions of health and safety risks. We conjecture perceptions of mortality risk from various risk measures using parametric and nonparametric methods. We investigate how risk perceptions are measured and what rational explanations can be found for thes

Coherent Measures of Risk
✍ Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 148 KB